Performance Comparison of Various Kernels of Support Vector Regression for Predicting Option Price

Biplab Madhu; Arindam Kumar Paul; Raju Roy

doi:doi:10.11648/j.dmath.20190401.14

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Performance Comparison of Various Kernels of Support Vector Regression for Predicting Option Price

Biplab Madhu, Arindam Kumar Paul, Raju Roy

Published in International Journal of Discrete Mathematics (Volume 4, Issue 1)

Received: 6 February 2019 Accepted: 18 March 2019 Published: 10 April 2019

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Abstract

The study of the functioning of hepatitis B viruses in the liver cell using methods of mathematical modeling is considered one of the topical issues. In this article, the results on identifying of areas of regimes of the functional-differential equations of the mathematical model of regulatory mechanisms of hepatocyte with hepatitis B viruses (HBV) were presented. Characteristic modes of the regulatory of the interrelated activity of the molecular genetic mechanisms of the liver cells and viruses of hepatitis B are analyzed. The features of the area of the chaotic regime regulatory related activities of molecular genetic mechanisms of the hepatocyte and HBV by analyzing the dynamics of the Lyapunov exponent. Defined small regions with regular behavior - "r-windows" in the field of dynamic chaos. The regulatory of the hepatocyte and HBV can be moved from the region of dynamic chaos to normal region by using "r-windows". The results of the computational experiment on the quantitative analysis of the regulatory of liver cell and HBV are presented.

Published in	International Journal of Discrete Mathematics (Volume 4, Issue 1)
DOI	10.11648/j.dmath.20190401.14
Page(s)	21-31
Creative Commons	This is an Open Access article, distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution and reproduction in any medium or format, provided the original work is properly cited.
Copyright	Copyright © The Author(s), 2019. Published by Science Publishing Group

Keywords

Support Vector Regression, Gaussian Process, Financial Data Modeling and Forecasting, Option Price, Principal Component Analysis

References

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APA Style

Biplab Madhu, Arindam Kumar Paul, Raju Roy. (2019). Performance Comparison of Various Kernels of Support Vector Regression for Predicting Option Price. International Journal of Discrete Mathematics, 4(1), 21-31. https://doi.org/10.11648/j.dmath.20190401.14

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ACS Style

Biplab Madhu; Arindam Kumar Paul; Raju Roy. Performance Comparison of Various Kernels of Support Vector Regression for Predicting Option Price. Int. J. Discrete Math. 2019, 4(1), 21-31. doi: 10.11648/j.dmath.20190401.14

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AMA Style

Biplab Madhu, Arindam Kumar Paul, Raju Roy. Performance Comparison of Various Kernels of Support Vector Regression for Predicting Option Price. Int J Discrete Math. 2019;4(1):21-31. doi: 10.11648/j.dmath.20190401.14

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@article{10.11648/j.dmath.20190401.14,
  author = {Biplab Madhu and Arindam Kumar Paul and Raju Roy},
  title = {Performance Comparison of Various Kernels of Support Vector Regression for Predicting Option Price},
  journal = {International Journal of Discrete Mathematics},
  volume = {4},
  number = {1},
  pages = {21-31},
  doi = {10.11648/j.dmath.20190401.14},
  url = {https://doi.org/10.11648/j.dmath.20190401.14},
  eprint = {https://article.sciencepublishinggroup.com/pdf/10.11648.j.dmath.20190401.14},
  abstract = {The study of the functioning of hepatitis B viruses in the liver cell using methods of mathematical modeling is considered one of the topical issues. In this article, the results on identifying of areas of regimes of the functional-differential equations of the mathematical model of regulatory mechanisms of hepatocyte with hepatitis B viruses (HBV) were presented. Characteristic modes of the regulatory of the interrelated activity of the molecular genetic mechanisms of the liver cells and viruses of hepatitis B are analyzed. The features of the area of the chaotic regime regulatory related activities of molecular genetic mechanisms of the hepatocyte and HBV by analyzing the dynamics of the Lyapunov exponent. Defined small regions with regular behavior - "r-windows" in the field of dynamic chaos. The regulatory of the hepatocyte and HBV can be moved from the region of dynamic chaos to normal region by using "r-windows". The results of the computational experiment on the quantitative analysis of the regulatory of liver cell and HBV are presented.},
 year = {2019}
}

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TY  - JOUR
T1  - Performance Comparison of Various Kernels of Support Vector Regression for Predicting Option Price
AU  - Biplab Madhu
AU  - Arindam Kumar Paul
AU  - Raju Roy
Y1  - 2019/04/10
PY  - 2019
N1  - https://doi.org/10.11648/j.dmath.20190401.14
DO  - 10.11648/j.dmath.20190401.14
T2  - International Journal of Discrete Mathematics
JF  - International Journal of Discrete Mathematics
JO  - International Journal of Discrete Mathematics
SP  - 21
EP  - 31
PB  - Science Publishing Group
SN  - 2578-9252
UR  - https://doi.org/10.11648/j.dmath.20190401.14
AB  - The study of the functioning of hepatitis B viruses in the liver cell using methods of mathematical modeling is considered one of the topical issues. In this article, the results on identifying of areas of regimes of the functional-differential equations of the mathematical model of regulatory mechanisms of hepatocyte with hepatitis B viruses (HBV) were presented. Characteristic modes of the regulatory of the interrelated activity of the molecular genetic mechanisms of the liver cells and viruses of hepatitis B are analyzed. The features of the area of the chaotic regime regulatory related activities of molecular genetic mechanisms of the hepatocyte and HBV by analyzing the dynamics of the Lyapunov exponent. Defined small regions with regular behavior - "r-windows" in the field of dynamic chaos. The regulatory of the hepatocyte and HBV can be moved from the region of dynamic chaos to normal region by using "r-windows". The results of the computational experiment on the quantitative analysis of the regulatory of liver cell and HBV are presented.
VL  - 4
IS  - 1
ER  -

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Author Information

Biplab Madhu

Department of Mathematics, Khulna University, Khulna, Bangladesh
Arindam Kumar Paul

Department of Mathematics, Khulna University, Khulna, Bangladesh
Raju Roy

Department of Mathematics, Khulna University, Khulna, Bangladesh

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Plain Text BibTeX RIS

APA Style

Biplab Madhu, Arindam Kumar Paul, Raju Roy. (2019). Performance Comparison of Various Kernels of Support Vector Regression for Predicting Option Price. International Journal of Discrete Mathematics, 4(1), 21-31. https://doi.org/10.11648/j.dmath.20190401.14

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ACS Style

Biplab Madhu; Arindam Kumar Paul; Raju Roy. Performance Comparison of Various Kernels of Support Vector Regression for Predicting Option Price. Int. J. Discrete Math. 2019, 4(1), 21-31. doi: 10.11648/j.dmath.20190401.14

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AMA Style

Biplab Madhu, Arindam Kumar Paul, Raju Roy. Performance Comparison of Various Kernels of Support Vector Regression for Predicting Option Price. Int J Discrete Math. 2019;4(1):21-31. doi: 10.11648/j.dmath.20190401.14

Copy | Download

@article{10.11648/j.dmath.20190401.14,
  author = {Biplab Madhu and Arindam Kumar Paul and Raju Roy},
  title = {Performance Comparison of Various Kernels of Support Vector Regression for Predicting Option Price},
  journal = {International Journal of Discrete Mathematics},
  volume = {4},
  number = {1},
  pages = {21-31},
  doi = {10.11648/j.dmath.20190401.14},
  url = {https://doi.org/10.11648/j.dmath.20190401.14},
  eprint = {https://article.sciencepublishinggroup.com/pdf/10.11648.j.dmath.20190401.14},
  abstract = {The study of the functioning of hepatitis B viruses in the liver cell using methods of mathematical modeling is considered one of the topical issues. In this article, the results on identifying of areas of regimes of the functional-differential equations of the mathematical model of regulatory mechanisms of hepatocyte with hepatitis B viruses (HBV) were presented. Characteristic modes of the regulatory of the interrelated activity of the molecular genetic mechanisms of the liver cells and viruses of hepatitis B are analyzed. The features of the area of the chaotic regime regulatory related activities of molecular genetic mechanisms of the hepatocyte and HBV by analyzing the dynamics of the Lyapunov exponent. Defined small regions with regular behavior - "r-windows" in the field of dynamic chaos. The regulatory of the hepatocyte and HBV can be moved from the region of dynamic chaos to normal region by using "r-windows". The results of the computational experiment on the quantitative analysis of the regulatory of liver cell and HBV are presented.},
 year = {2019}
}

Copy | Download

TY  - JOUR
T1  - Performance Comparison of Various Kernels of Support Vector Regression for Predicting Option Price
AU  - Biplab Madhu
AU  - Arindam Kumar Paul
AU  - Raju Roy
Y1  - 2019/04/10
PY  - 2019
N1  - https://doi.org/10.11648/j.dmath.20190401.14
DO  - 10.11648/j.dmath.20190401.14
T2  - International Journal of Discrete Mathematics
JF  - International Journal of Discrete Mathematics
JO  - International Journal of Discrete Mathematics
SP  - 21
EP  - 31
PB  - Science Publishing Group
SN  - 2578-9252
UR  - https://doi.org/10.11648/j.dmath.20190401.14
AB  - The study of the functioning of hepatitis B viruses in the liver cell using methods of mathematical modeling is considered one of the topical issues. In this article, the results on identifying of areas of regimes of the functional-differential equations of the mathematical model of regulatory mechanisms of hepatocyte with hepatitis B viruses (HBV) were presented. Characteristic modes of the regulatory of the interrelated activity of the molecular genetic mechanisms of the liver cells and viruses of hepatitis B are analyzed. The features of the area of the chaotic regime regulatory related activities of molecular genetic mechanisms of the hepatocyte and HBV by analyzing the dynamics of the Lyapunov exponent. Defined small regions with regular behavior - "r-windows" in the field of dynamic chaos. The regulatory of the hepatocyte and HBV can be moved from the region of dynamic chaos to normal region by using "r-windows". The results of the computational experiment on the quantitative analysis of the regulatory of liver cell and HBV are presented.
VL  - 4
IS  - 1
ER  -

Copy | Download